Trading Metrics calculated at close of trading on 26-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
17,011.81 |
17,079.57 |
67.76 |
0.4% |
16,664.45 |
High |
17,124.74 |
17,153.80 |
29.06 |
0.2% |
17,074.59 |
Low |
17,011.81 |
17,079.57 |
67.76 |
0.4% |
16,664.45 |
Close |
17,076.87 |
17,106.70 |
29.83 |
0.2% |
17,001.22 |
Range |
112.93 |
74.23 |
-38.70 |
-34.3% |
410.14 |
ATR |
123.74 |
120.40 |
-3.34 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,336.05 |
17,295.60 |
17,147.53 |
|
R3 |
17,261.82 |
17,221.37 |
17,127.11 |
|
R2 |
17,187.59 |
17,187.59 |
17,120.31 |
|
R1 |
17,147.14 |
17,147.14 |
17,113.50 |
17,167.37 |
PP |
17,113.36 |
17,113.36 |
17,113.36 |
17,123.47 |
S1 |
17,072.91 |
17,072.91 |
17,099.90 |
17,093.14 |
S2 |
17,039.13 |
17,039.13 |
17,093.09 |
|
S3 |
16,964.90 |
16,998.68 |
17,086.29 |
|
S4 |
16,890.67 |
16,924.45 |
17,065.87 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,143.84 |
17,982.67 |
17,226.80 |
|
R3 |
17,733.70 |
17,572.53 |
17,114.01 |
|
R2 |
17,323.56 |
17,323.56 |
17,076.41 |
|
R1 |
17,162.39 |
17,162.39 |
17,038.82 |
17,242.98 |
PP |
16,913.42 |
16,913.42 |
16,913.42 |
16,953.71 |
S1 |
16,752.25 |
16,752.25 |
16,963.62 |
16,832.84 |
S2 |
16,503.28 |
16,503.28 |
16,926.03 |
|
S3 |
16,093.14 |
16,342.11 |
16,888.43 |
|
S4 |
15,683.00 |
15,931.97 |
16,775.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,153.80 |
16,896.55 |
257.25 |
1.5% |
91.19 |
0.5% |
82% |
True |
False |
|
10 |
17,153.80 |
16,567.54 |
586.26 |
3.4% |
108.70 |
0.6% |
92% |
True |
False |
|
20 |
17,153.80 |
16,333.78 |
820.02 |
4.8% |
133.53 |
0.8% |
94% |
True |
False |
|
40 |
17,153.80 |
16,333.78 |
820.02 |
4.8% |
124.05 |
0.7% |
94% |
True |
False |
|
60 |
17,153.80 |
16,333.78 |
820.02 |
4.8% |
112.87 |
0.7% |
94% |
True |
False |
|
80 |
17,153.80 |
16,333.78 |
820.02 |
4.8% |
112.13 |
0.7% |
94% |
True |
False |
|
100 |
17,153.80 |
16,015.32 |
1,138.48 |
6.7% |
118.29 |
0.7% |
96% |
True |
False |
|
120 |
17,153.80 |
16,015.32 |
1,138.48 |
6.7% |
123.56 |
0.7% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,469.28 |
2.618 |
17,348.13 |
1.618 |
17,273.90 |
1.000 |
17,228.03 |
0.618 |
17,199.67 |
HIGH |
17,153.80 |
0.618 |
17,125.44 |
0.500 |
17,116.69 |
0.382 |
17,107.93 |
LOW |
17,079.57 |
0.618 |
17,033.70 |
1.000 |
17,005.34 |
1.618 |
16,959.47 |
2.618 |
16,885.24 |
4.250 |
16,764.09 |
|
|
Fisher Pivots for day following 26-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
17,116.69 |
17,094.19 |
PP |
17,113.36 |
17,081.67 |
S1 |
17,110.03 |
17,069.16 |
|